Absolute continuity of probability laws of Wiener functionals

DOI10.3792/PJAA.54.230MaRDI QIDQ1133826zbMATH OpenOpenAlexWikidataFDO

Authors Ichiro Shigekawa

Publication date 1978

Published in Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3792/pjaa.54.230

zbMATH Keywords

multiple Wiener integralsWiener functionalabsolute continuity of the probability law

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability theory on linear topological spaces (60B11) Brownian motion (60J65) Stochastic integrals (60H05)

Cited in

(8)

• Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process
• On the distributions of smooth functions on infinite-dimensional spaces with measures
• Differentiable measures and the Malliavin calculus
• Gaussian measures on linear spaces
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
• The partial malliavin calculus and its application to non-linear filtering
• Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
• Logarithmic Sobolev inequalities on loop groups

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